In a large bowl, dissolve the yeast in warm water.
Add the sugar, oil, egg, salt, and half of the flour and mix until just combined.
Add one more cup of flour and mix until the flour is combined again.
Add between ½ a cup to 1 whole cup of the remaining flour as needed until the dough comes together and is soft but not gooey.
Spray the top with cooking spray and cover with plastic wrap.
Allow to rise in a warm place for one hour or until doubled.
Turn dough out onto a floured surface and knead 4 or 5 times until the dough is slightly smooth.
Spray muffin tin with cooking spray.
Pinch off balls of dough about 1 ½ inches in diameter and place two in each muffin tin side by side.
Allow to rise about one hour more until doubled again, then cover with a damp towel.
Cook on the recteq grill or wood pellet grill at 425°F for 12–15 minutes and brush melted butter over the tops when you take them out.